📊 回测报告 - ETHUSDT

回测周期: 2023-04-07 19:00:00+00:00 至 2026-02-19 17:30:00+00:00

总收益率
36837.71%
最大回撤
94.88%
夏普比率
0.24
胜率
67.57%
盈亏比
1.13
交易次数
37
杠杆倍数
20x
止损触发
1
⚙️ 回测参数
交易对: ETHUSDT
周期: 30min
策略: MACDStrategy
杠杆: 20x
初始资金: 100 USDT
仓位比例: 100%
止损率: 4.0%
止盈率: 4.7%
手续费率: 0.04%
策略参数: trade_mode=long_only, hist_filter=3.0, fast_period=12, slow_period=26, signal_period=9
📈 K线图与交易标记
📊 MACD指标
💰 权益曲线
📉 回撤曲线
📋 交易记录
开仓时间 平仓时间 方向 开仓价 平仓价 数量 仓位金额 保证金 手续费 盈亏 平仓原因
2023-04-14 00:30:00+00:00 2023-04-14 07:00:00+00:00 做多 2099.44 2113.74 0.0476 100.00 5.00 0.08 13.58 signal
2023-08-29 14:00:00+00:00 2023-08-29 21:00:00+00:00 做多 1695.07 1731.11 0.0670 113.54 5.68 0.09 48.24 signal
2024-02-20 19:30:00+00:00 2024-02-21 03:30:00+00:00 做多 2988.23 3007.88 0.0541 161.73 8.09 0.13 21.21 signal
2024-03-06 00:00:00+00:00 2024-03-06 05:00:00+00:00 做多 3584.78 3753.26 0.0510 182.87 9.14 0.15 171.82 take_profit
2024-03-20 03:00:00+00:00 2024-03-20 04:00:00+00:00 做多 3265.23 3162.16 0.1086 354.62 17.73 0.28 -224.02 signal
2024-03-20 18:30:00+00:00 2024-03-21 02:00:00+00:00 做多 3400.66 3560.49 0.0384 130.46 6.52 0.11 122.58 take_profit
2024-03-25 14:00:00+00:00 2024-03-25 21:00:00+00:00 做多 3549.78 3583.81 0.0713 252.99 12.65 0.20 48.40 signal
2024-04-15 06:00:00+00:00 2024-04-15 11:30:00+00:00 做多 3243.27 3228.47 0.0929 301.30 15.06 0.24 -27.62 signal
2024-05-27 02:00:00+00:00 2024-05-27 06:30:00+00:00 做多 3925.96 3896.28 0.0697 273.56 13.68 0.22 -41.47 signal
2024-06-14 21:00:00+00:00 2024-06-15 10:30:00+00:00 做多 3479.58 3537.70 0.0667 231.98 11.60 0.19 77.40 signal
2024-08-06 14:30:00+00:00 2024-08-06 19:30:00+00:00 做多 2522.39 2491.36 0.1226 309.29 15.46 0.25 -76.22 signal
2024-11-06 00:30:00+00:00 2024-11-06 03:00:00+00:00 做多 2484.00 2600.75 0.0938 232.95 11.65 0.19 218.87 take_profit
2024-11-09 05:30:00+00:00 2024-11-09 12:00:00+00:00 做多 3040.10 3041.71 0.1486 451.72 22.59 0.36 4.60 signal
2024-11-12 08:30:00+00:00 2024-11-12 10:00:00+00:00 做多 3426.36 3334.53 0.1331 456.15 22.81 0.36 -244.68 signal
2024-12-11 02:30:00+00:00 2024-12-11 20:00:00+00:00 做多 3651.46 3823.08 0.0579 211.28 10.56 0.17 198.52 take_profit
2024-12-20 13:30:00+00:00 2024-12-20 19:00:00+00:00 做多 3296.12 3451.04 0.1243 409.71 20.49 0.34 384.96 take_profit
2025-01-15 13:30:00+00:00 2025-01-15 20:00:00+00:00 做多 3297.01 3451.97 0.2410 794.51 39.73 0.65 746.51 take_profit
2025-01-19 13:30:00+00:00 2025-01-19 17:00:00+00:00 做多 3276.29 3430.28 0.4703 1540.70 77.04 1.26 1447.61 take_profit
2025-02-25 11:30:00+00:00 2025-02-26 03:30:00+00:00 做多 2432.39 2489.78 1.2283 2987.70 149.38 2.42 1408.62 signal
2025-03-04 17:00:00+00:00 2025-03-04 21:00:00+00:00 做多 2119.59 2219.21 2.0736 4395.12 219.76 3.60 4129.57 take_profit
2025-05-09 07:30:00+00:00 2025-05-09 08:30:00+00:00 做多 2363.81 2474.91 3.6056 8522.93 426.15 6.98 8007.99 take_profit
2025-05-12 07:00:00+00:00 2025-05-12 11:30:00+00:00 做多 2597.69 2529.34 6.3624 16527.51 826.38 13.05 -8703.82 signal
2025-08-04 13:30:00+00:00 2025-08-04 23:30:00+00:00 做多 3619.62 3719.42 2.1596 7817.08 390.85 6.34 4307.43 signal
2025-08-08 13:30:00+00:00 2025-08-08 22:00:00+00:00 做多 3998.95 4029.51 3.0311 12121.38 606.07 9.73 1847.75 signal
2025-08-12 12:30:00+00:00 2025-08-12 20:00:00+00:00 做多 4404.92 4611.95 3.1702 13964.28 698.21 11.43 13120.58 take_profit
2025-08-20 15:00:00+00:00 2025-08-20 23:30:00+00:00 做多 4296.53 4334.50 6.3026 27079.27 1353.96 21.76 4775.26 signal
2025-08-22 14:00:00+00:00 2025-08-22 17:00:00+00:00 做多 4576.15 4791.23 6.9586 31843.70 1592.18 26.07 29919.74 take_profit
2025-08-26 01:30:00+00:00 2025-08-26 23:00:00+00:00 做多 4418.83 4626.52 13.9744 61750.70 3087.53 50.56 58019.80 take_profit
2025-09-30 19:30:00+00:00 2025-10-01 03:30:00+00:00 做多 4158.48 4126.84 28.7956 119745.80 5987.29 95.43 -18269.37 signal
2025-10-11 02:30:00+00:00 2025-10-11 19:00:00+00:00 做多 3839.04 3766.22 26.4203 101428.53 5071.43 80.37 -38518.30 signal
2025-10-12 14:30:00+00:00 2025-10-12 16:30:00+00:00 做多 3973.44 4160.19 15.8225 62869.65 3143.48 51.48 59071.14 take_profit
2025-11-04 23:30:00+00:00 2025-11-05 17:00:00+00:00 做多 3285.28 3439.69 37.1097 121915.65 6095.78 99.82 114549.65 take_profit
2025-11-13 23:00:00+00:00 2025-11-14 04:30:00+00:00 做多 3252.36 3122.27 72.6908 236416.53 11820.83 185.35 -189224.01 stop_loss
2025-11-14 14:30:00+00:00 2025-11-14 20:30:00+00:00 做多 3197.85 3136.22 14.7280 47097.96 2354.90 37.32 -18172.22 signal
2025-11-21 13:00:00+00:00 2025-11-22 04:00:00+00:00 做多 2735.37 2735.35 10.5678 28906.90 1445.34 23.13 -15.79 signal
2026-02-03 20:30:00+00:00 2026-02-04 09:30:00+00:00 做多 2298.93 2259.89 12.5622 28879.55 1443.98 22.91 -9819.90 signal
2026-02-06 01:00:00+00:00 2026-02-06 14:30:00+00:00 做多 1895.95 1985.06 10.0467 19048.10 952.40 15.60 17897.23 take_profit